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Multivariate Modeling of Asset Returns for Investment Guarantees Valuation
Multivariate Modeling of Asset Returns for Investment Guarantees Valuation Presentation at the 41st Actuarial ... paper considers the problem of extending regime-switching models for asset returns to the situation with ...- Authors: Christian-Marc Panneton, Mathieu Boudreault
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
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Probability of LTC Ruin?
Probability of LTC Ruin? The panel demonstrates a technique that can help set confidence intervals regarding ... regarding future rate increases used to satisfy the NAIC rate stabilization model. Specific topics include ...- Authors: Janet Perrie, Daniel Bret Cathcart, Amy Pahl
- Date: May 2004
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Long-term Care>Long-term care insurance; Modeling & Statistical Methods>Stochastic models
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Fuzzy Volatility Forecasts and Fuzzy Option Values
Forecasts and Fuzzy Option Values Presentation from the 41st Actuarial Research Conference held on August ... series analysis, giving fuzzy parameter estimates of models such as ARMA and GARCH. Examples are given ...- Authors: Ranee Thiagarajah
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Stochastic models
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Threshold Life Tables and Their Applications
presentation introduces the Threshold Life Table as a solution to the problem of modeling mortality for ... it avoids the need to extrapolate beyond an arbitrary age. This method produces an omega, the highest ...- Authors: Siu-Hang Li
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Modeling & Statistical Methods>Stochastic models
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Weather Derivatives and Short-Period Rainfall Indices
Weather Derivatives and Short-Period Rainfall Indices Presentation discussing modeling of ... Rainfall Indices Presentation discussing modeling of daily and hourly rainfall, both occurrence and amount ...- Authors: Barry John Turner
- Date: Jan 2007
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models